Bank Of Saga Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:35.51% (-3.84%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.5274 | 5.14 | |
| 0.1344 | 7.57 | |
| 0.7538 | 27.39 | |
| 0.0539 | 1.09 | |
| -0.0162 | -0.22 | |
| -0.1305 | -2.45 | |
| 0.1669 | 3.77 | |
| -0.0713 | -1.81 | |
| -0.0486 | -1.17 | |
| 0.1093 | 1.62 | |
| -0.1407 | -1.51 | |
| 0.1304 | 1.67 | |
| -0.0664 | -1.73 |
Estimation Period:
Jan 4, 1990 to Feb 6, 2026
Jan 4, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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